Unless you want to interface C-calls into BLAS/LAPACK directly without
bounds checking, releasing the OCaml-lock, and other "fru-fru", it
seems unlikely that you will get much of an advantage using those
libraries given the small size of your matrices. E.g. Lacaml is
optimized for larger matrices (probably > 10x10).
I guess you should be fine rolling your own implementation for such
small matrices.
Regards,
Markus
--
Markus Mottl http://www.ocaml.info markus.mottl@gmail.com